+713.8%
MOD vs ED
+86.8%
+627.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.9% | -8.2% | -6.9% |
| 7D | -34.2% | +5.2% | -39.3% | -32.7% |
| 30D | -51.9% | +15.5% | -67.4% | -49.1% |
| 3M | -53.0% | +13.0% | -66.1% | -50.7% |
| 6M | -66.4% | +13.1% | -79.5% | -64.5% |
| YTD | -31.5% | +25.3% | -56.8% | -26.2% |
| 1Y | -39.6% | +30.5% | -70.1% | -34.3% |
| 3Y | +116.8% | +49.3% | +67.5% | +127.5% |
| 5Y | +713.8% | +84.6% | +629.2% | +687.6% |
| All | +713.8% | +86.8% | +627.0% | +687.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ED wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling